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Robust and stable optimization for parallel machine scheduling problems

Widad Naji 1
1 G-SCOP_ROSP [2016-2019] - Recherche Opérationnelle pour les Systèmes de Production [2016-2019]
G-SCOP - Laboratoire des sciences pour la conception, l'optimisation et la production
Abstract : Scheduling on unrelated parallel machines is a common problem in many systems (as semi-conductors manufacturing,multiprocessor computer applications, textile industry, etc.). In this thesis, we consider two variantsof this problem under uncertain processing time. In the first case, each job can be split into continuoussub-jobs and processed independently on the machines with allowed overlappinf. In the second case whichis termed preemption, we prohibit the overlapping. From a mathematical viewpoint, the splitting problem isa relaxed version of the preemptive problem. The objective is to minimize the makespan.The deterministic linear formulations provided by the literature allow to solve these problems in polynomialtimes under the hypothesis of certainty. But, when we consider uncertain processing times, thesealgorithms suffer from some limitations. Indeed, the solutions compouted based on a nominal instance,supposed to be certain, turn usually to be suboptimal when applied to the actual realization of processingtimes.We incorporate the uncertain processing times in these problems without making any assumption ontheir distribution. Hence, we use discrete scenarios to represent the uncetain processing times and we adopta proactive approach to provide robust solutions. We use special case policies that are commongly used inthe industry to compute robust solutions. We show that the solutions based on some of those policies arepotentially good in terms of robustness according to the worst-case makespan, especially the scenario smaxsolution under which all the processing times are set to their maximal values. However, the robustness costsof these solutions are not satisfying. Thus, we propose to compute optimal robust solutions. For this purpose,we use a mathematical trick that allows us to formulate and solve, in polynomila times, the robust versionsof the considered scheduling problems. Moreover, the computational results affirm that the robustness costof the optimal solution is not usually very high.Moreover, we evaluate the stability of the robust solutions under a new scenario induced by variations.In fact, the decision-maker is only responsible for the consequences of the decisions when the processingtime realizations are within the represented uncertainty set. Thus, we define stability of a robust solution asits ability to cover a new scenario with minor deviations regarding its structure and its performance.The global motivation of this thesis is then to provide a decision support to help decision maker computerobust solutions and choose among these robust solutions those with the most stable structure and the moststable performance.
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Submitted on : Thursday, August 30, 2018 - 11:40:06 AM
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Widad Naji. Robust and stable optimization for parallel machine scheduling problems. Mechanical engineering [physics.class-ph]. Université Grenoble Alpes, 2018. English. ⟨NNT : 2018GREAI036⟩. ⟨tel-01864612⟩

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